Anic Equity

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Total return since start: 0.69 %

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Equity now: -----------------------------> 51634.93 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48435.87 Kr

PnL: ---------------------------------------> -651.7 Kr

DD now: ---------------------------------> -0.596 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-31 18:53:09.472222'

Anic Portfolio

Today

Return: -0.508 %

This Week

Return: 8.643 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 69.039 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	54	1.280000	3423.600000	243.600000	7.660000	3180.000006
HMS Networks	2	-0.460000	778.400000	105.400000	15.660000	673.000000
Nordea Bank Abp	29	-0.100000	3531.620000	77.620000	2.250000	3453.999992
MedCap	2	0.000000	463.000000	42.000000	9.980000	421.000000
SAAB B	8	-0.300000	3416.800000	39.800000	1.180000	3377.000000
HEBA B	70	-1.800000	2674.000000	38.000000	1.440000	2636.000010
Resurs Holding	22	0.400000	611.380000	37.380000	6.510000	573.999998
Swedbank A	3	1.730000	601.200000	37.200000	6.600000	564.000000
AcadeMedia	12	-0.520000	591.360000	34.360000	6.170000	557.000004
Norva24 Group	16	3.750000	576.000000	33.000000	6.080000	543.000000
Samhällsbyggnadsbo. i Norden B	20	-0.840000	379.900000	24.900000	7.010000	355.000000
Fasadgruppen Group	38	1.290000	4164.800000	23.800000	0.570000	4140.999992
Intrum	4	0.000000	539.400000	12.400000	2.350000	527.000000
OEM International B	7	-1.910000	538.300000	10.300000	1.950000	527.999997
Fastighetsbolag. Emilshus Pref	21	-0.730000	572.250000	10.250000	1.820000	562.000005
Eastnine	4	-0.630000	500.800000	9.800000	2.000000	491.000000
Karnov Group	9	-0.660000	540.000000	4.000000	0.750000	536.000004
Securitas B	6	-1.220000	572.040000	2.040000	0.360000	570.000000
Coor Service Management Hold.	8	0.530000	534.000000	2.000000	0.380000	532.000000
Creaspac SPAC	6	-0.210000	579.000000	2.000000	0.350000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.190000	247.200000	1.200000	0.490000	246.000000
Handelsbanken A	5	0.180000	544.250000	-1.750000	-0.320000	546.000000
Midsona B	63	-3.390000	575.190000	-7.810000	-1.340000	582.999984
Corem Property Group B	59	-3.040000	563.750000	-13.250000	-2.300000	576.999999
Boozt	12	-0.880000	1630.800000	-23.200000	-1.400000	1653.999996
Sampo Oyj SDB	7	-0.270000	3822.000000	-28.000000	-0.730000	3850.000000
Essity B	2	-0.840000	545.400000	-28.600000	-4.980000	574.000000
International Petroleum Corp.	5	-1.400000	562.500000	-32.070000	-5.390000	594.565215
CTEK	13	-1.310000	499.850000	-34.150000	-6.400000	533.999999
Vivesto	1368	-1.200000	560.880000	-52.120000	-8.500000	612.999432
Essity A	4	-1.440000	1092.000000	-57.000000	-4.960000	1149.000000
Beijer Electronics Group	27	-1.240000	3002.400000	-81.600000	-2.650000	3083.999994
OX2	22	-0.680000	1769.900000	-219.100000	-11.020000	1989.000002
Axfood	15	-0.300000	4033.500000	-266.500000	-6.200000	4300.000005
Ovzon	64	-1.670000	3398.400000	-597.600000	-14.950000	3996.000000
TOTAL			48435.870000	-651.700000	-0.59573%	49087.564636

Updated:

'2023-01-31 18:53:22.838353'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.